lassopack is not an official Stata package. It is a free contribution to the research community, like a paper.
Please cite it as such:
Ahrens, A., Hansen, C.B., Schaffer, M.E. 2018. LASSOPACK: Stata module for lasso, square-root lasso, elastic net, ridge, adaptive lasso estimation and cross-validation. http://ideas.repec.org/c/boc/bocode/s458458.html
Ahrens, A., Hansen, C.B., & Schaffer, M.E. (2019). lassopack: Model selection and prediction with regularized regression in Stata. arxiv:1901.05397.